As this person points out, the Privy council does a lot of things. One is that it can be the final arbiter of courts of appeal. Given that the Rule of Law is one of the key points of commonwealth membership, it seems that having a final say in decisions which are ultra vires. That is ultra vires ('beyond the powers') is a Latin phrase used in law to describe an act that requires legal authority but is done without it. Its opposite, an act done under proper authority, is intra vires ('within the powers').
The Heller decision was ultra vires since it went outside the case law and legislative history to judicially amend the constitution. The ironic bit being that the source for judicial review, Marbury v. Madison, 5 U.S. 137 (1803), is a case dealing with clauses in the constitution and says that they cannot be ignored.
Somebody needs to swat a judicial hand or two.
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